search for: unitary

Hi, all, Does anybody got the most general expression of a unitary matrix? I found one in the book, four entries of the matrix are: (cos\theta) exp(j\alpha); -(sin\theta)exp(j(\alpha-\Omega)); (sin\theta)exp(j(\beta+\Omega)); (cos\theta) exp(j\beta); where "j" is for complex. However, since for any two unitary matrices, their product should al...

...n but it doesn't work. I have used predict function like this: newdata<-seq(from=0.1, to=0.32,by=0.02) data<-predict(fm,newdata) where fm is a regression model. The predict function return me that: Error in eval(predvars, data, env) : numeric argument 'envir' doesn't have unitary length where is the error? -- View this message in context: http://www.nabble.com/predict-tp24719362p24719362.html Sent from the R help mailing list archive at Nabble.com.

...r the list of all Basicblocks of a loop and separate the header as the condition and the remaining as the body of the loop. However, this is not correct for instance in the case of a while loop in the form: while( A & B) do { body } My aim is to manipulate for loops, while and do-while loops unitary, but I did not find an easy way to do this. I tried also to apply passes like "Canonicalize natural loops", "Canonicalize Induction Variables" or "Natural Loop Construction" such that the loops were represented in the same form. Still I do not find a one-to-one link be...

Good evening. I have this following table and I would like to turn it into a matrix in which my rows would be filled with de "Sellers", my columns with my "Articles" and my data would be the mean unitary price used by each seller in each produt. Seller Art. Unit Price 1 v1 p1 9.148352 2 v2 p1 2.858073 3 v3 p1 3.775315 4 v4 p1 9.821429 5 v3 p1 3.286827 6 v5 p2 11.105769 This is only the head of a table with more than 4...

...\code{min(ncol(X), nrow(X))} columns of the original \eqn{\bold{X}} from which the qr object was constructed. The default when \code{complete} is \code{TRUE} is a square matrix with the original \eqn{\bold{X}} in the first \code{ncol(X)} columns and an arbitrary orthogonal completion (unitary completion in the complex case) in the remaining columns.} \item{Dvec}{vector (not matrix) of diagonal values. Each column of the returned \eqn{\bold{Q}} will be multiplied by the corresponding diagonal value. Defaults to all \code{1}s.} } \description{ Returns the original matrix from...

...ist of BasicBlocks building the condition > of a > loop and the list of BasicBlocks that form the body? Based on my (limited) experience with Loop and LoopInfo, this isn't possible. (But don't take my word for it.) > My aim is to manipulate for loops, while and do-while loops unitary, > but I > did not find an easy way to do this. I think the problem here is that LLVM's CFG is low-level enough such that the distinction between the loop header expression and the loop body is lost. Why exactly do you need to identify the blocks that form the loop header expres...

Hello, I want to make a general routine to draw barplots with numbers plotted above each bar. See the example below. I could not place the numbers on the middle of each bar because I could not calculate the right position of each x-axis tick. axTicks(1) indicated a unitary step, but it does not seem work. I appreciate any help or suggestions. Best regards, Antonio Olinto ====================== CAT VAR1 VAR2 Category 01 17.5 9 Category 02 15.2 20 Category 03 10.3 500 Category 04 8.4 150 Category 05 20.3 5000 # Coping data from a spreadsheet dat.data <- read....

...ng the the variance (rectangle height = 2s, whiskers going from +1s to +2s and -1s to -2s). Is there a way to produce such boxplot with R ? Second question: I would like to ponderate the plotted variable with another variable. To take an example, the grouping factor A is a production city, X is a unitary price and Y is a quantity bought from city Ai at price Xi. I would like to make a boxplot of the prices ponderated by the quantity bought. Since it sounds like a fairly standard visualization, I suppose ther's an easy way to do this with R. Thank you for your help. Alexandre Fayolle -.-.-.-...

...r (Intercept) 5.274544e-01 (Intr) N 7.912717e-05 -0.58 Residual 1.508647e-01 My questions are: . Is the model correctly specified? . If yes, how should I read the standard deviation estimate for N (7.912717e-05)? Is this the standard deviation for a unitary variation of N? Or is it the standard deviation due to the "global" contribution of the N independent variable? (note that I have a strong feeling that N contributes a lot to the final variance; so, the value that I obtain here seems "too small" for my beliefs) . Is the...

...here was a lot of interest in the 3.0 release for an ARM release. We will try to do one this release on a trial basis. We are looking for ARMv7 cortex-a8 and cortex-a9 on Linux. If you are interested, I can upload the current trunk version into the Debian archive in the experimental suites with the unitary tests activated. I already uploaded the current trunk of llvm in experimental [1]. It is in the NEW queue but I am planning to upload the trunk of clang as soon as it get accepted. I was not planning to enable the test suite (the 12 Debian archs is a huge work) but if you want to get feedback, I ca...

...console linux turns out to be roughly 20-25% fast er than freebsd. Particulary slow results the loop phase of the R source code that while running slows down and seems to clog in the end. The slowing down is also perceptible under linux but not at the same level. Admiring the "ordered and unitary layout" of freebsd, the logical way of setting it up, the richness of applications, I would like to line the freebsd installation up to the linux one, improving its performance at most, not necessarily making it faster than linux. How could I obtain those improvements? What could I do to...

Hi, My dilemma is how should I write my module to be "next-gen" ? Not from a code point of view but from a design/layout point of view. We wrote our modules for 2.6.x like every beginner would have done: write everything in init.pp. But now, the fashion is to use parameterized classes and Hiera which we will use with puppet 2.7.x. I mainly followed/watched what Example42 was doing.

IMPORTANT! IMPORTANT! IMPORTANT! We will be branching for the 3.1 release on April 16th! :-) This gives us a little over two weeks to get the trees into the most stable condition we can. What this means for you: All major features for the 3.1 release should be finished or near completion by the April 16th. After April 16th, we will accept only bug fixes and patches which do not change the

...rror in the R documentation about the bxp() structure ... $stats should be a matrix not a vector ... but I may have that wrong. >Second question: I would like to ponderate the plotted variable with >another variable. To take an example, the grouping factor A is a >production city, X is a unitary price and Y is a quantity bought from >city Ai at price Xi. I would like to make a boxplot of the prices >ponderated by the quantity bought. Since it sounds like a fairly >standard visualization, I suppose ther's an easy way to do this with R. This looks like a problem for coplot() if...

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...s building the condition >> of a loop and the list of BasicBlocks that form the body? > > Based on my (limited) experience with Loop and LoopInfo, this isn't > possible. (But don't take my word for it.) > >> My aim is to manipulate for loops, while and do-while loops unitary, >> but I did not find an easy way to do this. > > I think the problem here is that LLVM's CFG is low-level enough such > that the distinction between the loop header expression and the loop > body is lost. > > Why exactly do you need to identify the blocks that form the...

...the source should be acknowledged. V2 V3 V4 V5 V6 V7 V8 1 2 Stoke Plymouth South West England 3 Ward Unitary Authority Region Country 4 Count Households Apr01 5784 106583 2185966 21262825 5 Count Households Apr01 5472 102540 2085984 20451427 6 Count Households Apr01 312 4043...

Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,....,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by the attached row and obtained using the following commands indicates no imaginary parts for the

Hi everyone. Based on a dependent variable (y), I'm trying to generate some independent variables with a specified correlation. For this there's no problems. However, I would like that have all my "regressors" to be orthogonal (i.e. no correlation among them. For example, y = x1 + x2 + x3 where the correlation between y x1 = 0.7, x2 = 0.4 and x3 = 0.8. However, x1, x2 and x3

Dear List, I have a richness data distributing across 20 N to 20 S latitude. (120 E-140 E longitude). I would like to draw the richness in the north hemisphere and a regression line in the plot (x-axis: latitude, y-axis: richness in the north hemisphere). The above demand is done using plot. Then, south hemisphere richness and regression are required to be generated using the same y-axis above